Numerical Analysis Packages
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TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates
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SummationByPartsOperators.jl46A Julia library of summation-by-parts (SBP) operators used in finite difference, Fourier pseudospectral, continuous Galerkin, and discontinuous Galerkin methods to get provably stable semidiscretizations, paying special attention to boundary conditions.
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StaticNumbers.jl37Static numbers in Julia
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StateSpaceRoutines.jl80Package implementing common state-space routines.
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SparseDiffTools.jl201Fast jacobian computation through sparsity exploitation and matrix coloring
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SortedVectors.jl5Lightweight wrapper to declare that a vector is sorted.
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SolveDSGE.jl67A Julia package to solve, simulate, and analyze nonlinear DSGE models.
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Sobol.jl70Generation of Sobol low-discrepancy sequence (LDS) for the Julia language
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Simplices.jl1Compute exact simplex intersections in N dimensions.
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SIAMFANLEquations.jl84This is a Julia package for a book project.
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SciMLSensitivity.jl248A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.
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SciMLExpectations.jl59Fast uncertainty quantification for scientific machine learning (SciML) and differential equations
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SciMLBase.jl90The Base interface of the SciML ecosystem
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RootedTrees.jl34A collection of functionality around rooted trees to generate order conditions for Runge-Kutta methods in Julia for differential equations and scientific machine learning (SciML)
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RollingFunctions.jl90Roll a window over data; apply a function over the window.
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RandomMatrices.jl76Random matrices package for Julia
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QuasiMonteCarlo.jl75Lightweight and easy generation of quasi-Monte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)
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QuadGK.jl210Adaptive 1d numerical Gauss–Kronrod integration in Julia
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Preconditioners.jl44A few preconditioners for iterative solvers.
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PolyChaos.jl109A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.
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PiecewiseInterpolation.jl1Interpolate data with known discontinuities
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PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor
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NumericalIntegration.jl55Basic numerical integration routines for presampled data.
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NonlinearSolve.jl112High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
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NestedSamplers.jl33Implementations of single and multi-ellipsoid nested sampling
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MultiFloats.jl51Fast extended-precision floating-point arithmetic for Julia
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LowRankApprox.jl88Fast low-rank matrix approximation in Julia
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LogDensityProblems.jl34A common framework for implementing and using log densities for inference.
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LinearSolve.jl178LinearSolve.jl: High-Performance Unified Interface for Linear Solvers in Julia. Easily switch between factorization and Krylov methods, add preconditioners, and all in one interface.
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LinearMaps.jl282A Julia package for defining and working with linear maps, also known as linear transformations or linear operators acting on vectors. The only requirement for a LinearMap is that it can act on a vector (by multiplication) efficiently.
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LinearExpressions.jl6Linear symbolic expressions for the Julia language
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LibCEED.jl148CEED Library: Code for Efficient Extensible Discretizations
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KNITRO.jl61Julia interface to the Artelys Knitro solver
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IntervalRootFinding.jl116Find all roots of a function in a guaranteed way with Julia
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IntervalConstraintProgramming.jl60Calculate rigorously the feasible region for a set of real-valued inequalities with Julia
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Interpolations.jl444Fast, continuous interpolation of discrete datasets in Julia
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InplaceOps.jl54Convenient macros for in-place matrix operations in Julia
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Indicators.jl205Financial market technical analysis & indicators in Julia
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HCubature.jl135Pure-Julia multidimensional h-adaptive integration
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GridInterpolations.jl41Multidimensional grid interpolation in arbitrary dimensions
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